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0%
This Month
0%
Year To Date
+39.85%
2 Years
+29.18%
5 Years
+29.18%
10 Years
+10.78%
Annualized
Performance Metrics
Score 3/10
Beta
2.29
2.29
0
0.8
1.2
0
3
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.64
0.64
0
1
2
3
3
Jensen's Alpha
-14.36
-14.36
-15
0
2
4.5
4.5
Omega Ratio
1.08
1.08
0
1
1.5
2.5
2.5
Treynor Ratio
0.75
0.75
0
0.75
1.25
2
2
Information Ratio
0.1
0.1
0
0.3
0.6
1
1
Calmar Ratio
0.23
0.23
0
0.3
0.6
1
1
Beta
2.29
2.29
0
0.8
1.2
0
3
Sharpe Ratio
0.37
0.37
0
0.5
1
1.5
1.5
Sortino Ratio
0.64
0.64
0
1
2
3
3
Jensen's Alpha
-14.36
-14.36
-15
0
2
4.5
4.5
Omega Ratio
1.08
1.08
0
1
1.5
2.5
2.5
Treynor Ratio
0.75
0.75
0
0.75
1.25
2
2
Information Ratio
0.1
0.1
0
0.3
0.6
1
1
Calmar Ratio
0.23
0.23
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
N/A
Details
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-48.35% | Dec 2024 | - | 17 |
-19.38% | Jun 2024 | Nov 2024 | 5 |
-15.09% | Apr 2024 | May 2024 | 1 |
-3.31% | Jan 2024 | Mar 2024 | 2 |